+569.6%
MA vs KIM
+63.9%
+505.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.8% | -1.0% | -0.8% | -1.4% |
| 30D | +11.0% | +14.8% | -3.8% | +5.8% |
| 3M | +17.9% | +8.1% | +9.7% | +14.6% |
| 6M | +33.2% | +11.7% | +21.5% | +27.8% |
| YTD | +16.5% | +30.7% | -14.3% | +5.4% |
| 1Y | +19.1% | +29.7% | -10.6% | +8.1% |
| 3Y | +70.6% | +65.1% | +5.5% | +39.8% |
| 5Y | +92.1% | +34.7% | +57.5% | +67.9% |
| 10Y | +569.6% | +64.1% | +505.5% | +352.9% |
| All | +569.6% | +63.9% | +505.7% | +352.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling